+189.5%
GDX vs CCEP
+1,852.2%
-1,662.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.1% |
| 7D | +15.6% | +1.7% | +13.9% | +15.2% |
| 30D | +2.4% | +12.7% | -10.3% | -0.4% |
| 3M | +1.7% | +8.5% | -6.7% | -0.3% |
| 6M | -3.3% | +25.6% | -28.9% | -8.6% |
| YTD | +6.6% | +30.9% | -24.3% | 0.0% |
| 1Y | +27.0% | +32.0% | -5.0% | +18.8% |
| 3Y | +243.4% | +110.9% | +132.4% | +188.8% |
| 5Y | +194.2% | +138.5% | +55.7% | +138.4% |
| 10Y | +310.1% | +302.3% | +7.8% | +175.3% |
| All | +189.5% | +1,852.2% | -1,662.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling